On the implicit programming approach in a class of mathematical programs with equilibrium constraints

被引:0
作者
Outrata, Jiri V. [1 ]
Cervinka, Michal [1 ]
机构
[1] Acad Sci Czech Republic, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic
来源
CONTROL AND CYBERNETICS | 2009年 / 38卷 / 04期
关键词
mathematical problem with equilibrium constraint; state constraints; implicit programming; calmness; exact penalization; VARIATIONAL INEQUALITY CONSTRAINTS; OPTIMIZATION PROBLEMS; OPTIMALITY CONDITIONS; CALMNESS; MULTIFUNCTIONS; NONSMOOTH; CALCULUS; MAPPINGS; CONE;
D O I
暂无
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In the paper we analyze the influence of implicit programming hypothesis and presence of state constraints on first order optimality conditions to mathematical programs with equilibrium constraints. In the absence of state constraints, we derive sharp stationarity conditions, provided the strong regularity condition holds. In the second part of the paper we suggest an exact penalization of state constraints and test the behavior of standard bundle trust region algorithm on academic examples.
引用
收藏
页码:1557 / 1574
页数:18
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